Soc. Generale Call 460 MSCI 20.12.2024
/ DE000SW3VND8
Soc. Generale Call 460 MSCI 20.12.../ DE000SW3VND8 /
| 13/09/2024 20:33:50 |
Chg.0.000 |
Bid21:39:14 |
Ask21:39:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
0.00% |
1.000
Bid Size: 70,000 |
1.040
Ask Size: 70,000 |
MSCI Inc |
460.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SW3VND |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
0.90 |
| Time value: |
0.13 |
| Break-even: |
518.20 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
4.04% |
| Delta: |
0.85 |
| Theta: |
-0.16 |
| Omega: |
4.19 |
| Rho: |
0.88 |
Quote data
| Open: |
0.930 |
| High: |
1.030 |
| Low: |
0.930 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.01% |
| 1 Month |
|
|
+8.70% |
| 3 Months |
|
|
+81.82% |
| YTD |
|
|
-25.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.990 |
| 1M High / 1M Low: |
1.200 |
0.870 |
| 6M High / 6M Low: |
1.220 |
0.380 |
| High (YTD): |
30/01/2024 |
1.610 |
| Low (YTD): |
23/04/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.787 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.77% |
| Volatility 6M: |
|
141.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
